Fanhua Inc (FANH)
3.42
+0.14
(+4.27%)
USD |
NASDAQ |
May 02, 16:00
3.42
0.00 (0.00%)
After-Hours: 17:35
Fanhua Max Drawdown (5Y): 87.52% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 87.52% |
| March 31, 2024 | 83.15% |
| February 29, 2024 | 83.00% |
| January 31, 2024 | 83.00% |
| December 31, 2023 | 83.00% |
| November 30, 2023 | 83.00% |
| October 31, 2023 | 83.00% |
| September 30, 2023 | 83.00% |
| August 31, 2023 | 83.00% |
| July 31, 2023 | 83.00% |
| June 30, 2023 | 83.00% |
| May 31, 2023 | 83.00% |
| April 30, 2023 | 83.00% |
| March 31, 2023 | 83.00% |
| February 28, 2023 | 83.00% |
| January 31, 2023 | 83.00% |
| December 31, 2022 | 83.00% |
| November 30, 2022 | 83.00% |
| October 31, 2022 | 82.69% |
| September 30, 2022 | 82.69% |
| August 31, 2022 | 82.69% |
| July 31, 2022 | 82.69% |
| June 30, 2022 | 82.69% |
| May 31, 2022 | 80.04% |
| April 30, 2022 | 77.55% |
| Date | Value |
|---|---|
| March 31, 2022 | 77.55% |
| February 28, 2022 | 77.55% |
| January 31, 2022 | 77.55% |
| December 31, 2021 | 77.55% |
| November 30, 2021 | 64.17% |
| October 31, 2021 | 64.17% |
| September 30, 2021 | 64.17% |
| August 31, 2021 | 62.86% |
| July 31, 2021 | 62.86% |
| June 30, 2021 | 62.86% |
| May 31, 2021 | 62.86% |
| April 30, 2021 | 62.86% |
| March 31, 2021 | 62.86% |
| February 28, 2021 | 62.86% |
| January 31, 2021 | 62.86% |
| December 31, 2020 | 62.86% |
| November 30, 2020 | 61.89% |
| October 31, 2020 | 61.89% |
| September 30, 2020 | 61.89% |
| August 31, 2020 | 61.89% |
| July 31, 2020 | 61.96% |
| June 30, 2020 | 68.27% |
| May 31, 2020 | 73.36% |
| April 30, 2020 | 78.06% |
| March 31, 2020 | 78.06% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
61.89%
Minimum
Aug 2020
87.52%
Maximum
Apr 2024
75.74%
Average
78.06%
Median
Oct 2019
Max Drawdown (5Y) Benchmarks
| Highest Performances Holdings Inc | 85.10% |
| The9 Ltd | 99.57% |
| Dunxin Financial Holdings Ltd | 99.32% |
| NiSun International Enterprise Development Group Co Ltd | 99.09% |
| LexinFintech Holdings Ltd | 93.19% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.09 |
| Beta (5Y) | 0.0209 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.62% |
| Historical Sharpe Ratio (5Y) | -0.6553 |
| Historical Sortino (5Y) | -1.134 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.40% |